Basic properties of the projective product with application to products of column-allowable nonnegative matrices

DOI10.1007/PL00009860MaRDI QIDQ1975239zbMATH OpenOpenAlexFDO

Authors Laurent Mevel, François Le Gland

Publication date 24 July 2000

Published in MCSS. Mathematics of Control, Signals, and Systems (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/pl00009860

zbMATH Keywords

Birkhoff contraction coefficientcocycleexponential forgettingprimitive matrixproduct of matricesprojective product

Mathematics Subject Classification ID

Positive matrices and their generalizations; cones of matrices (15B48) Algebraic methods (93B25)

Review text

Exponential bounds for the Lipschitz constant associated with the projective product of column-allowable nonnegative matrices are obtained. Bounds for the associated linear tangent maps are also found. Similar bounds have been obtained by Kaijser, and by Arapostathis and Marcus, using earlier results of Furstenberg and Kesten for the product of positive matrices. The main goal is to improve these bounds, in a more general context where matrices are only primitive, and to consider related problems for the linear tangent equation.

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• Stability and Uniform Particle Approximation of Nonlinear Filters in Case of Non Ergodic Signals
• Variational Bayesian analysis of nonhomogeneous hidden Markov models with long and ultralong sequences
• On the stability of positive semigroups
• Estimate exponential memory decay in hidden Markov model and its applications to inference
• Asymptotic properties of the maximum likelihood estimation in misspecified hidden Markov models

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